Quantitative Finance
Stefan Voigt's user avatar
Stefan Voigt's user avatar
Stefan Voigt's user avatar
Stefan Voigt
  • Member for 8 years, 4 months
  • Last seen more than a month ago
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About

Assistant Professor of Finance, University of Copenhagen

Author of "Tidy Finance with R" (tidy-finance.org)

Topics: Bayesian Methods in Asset Pricing, Portfolio Optimization, R, DeFi

More on my research: https://www.voigtstefan.me/

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9
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Top posts
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All Questions Answers
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question
12
Why is volatility said to be persistent?
Feb 29, 2016
question
7
Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?
Feb 6, 2017
question
7
Maximum Certainty Equivalent Portfolio with Transaction Costs
Oct 14, 2016
question
6
Reference Request: Horse Race for Portfolio Allocation
Jun 17, 2015
question
4
Mixing Portfolio Strategies
Mar 2, 2016
question
4
Is there evidence that delta-hedging of large investors affects markets?
Feb 9, 2017
question
4
Liqudity and Blockchains: How does settlement time affect real trading?
Feb 9, 2017
answer
4
Integrated volatility
Jan 28, 2016
question
4
Creating Factor mimicking portfolio returns
Feb 19, 2018
question
3
Law of one Price and Cointegration relationship
Oct 18, 2019
Top network posts
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18
What is the problem with empirical priors?
12
Trolls in Norway
9
Stationary vs Stability
8
Bayesian regression with singular $(X'X)$ - Is the posterior well-defined?
7
Distribution of sum of independent exponentials with random number of summands

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